A maxtrimmed St. Petersburg game

DOI10.1007/s10959-014-0563-yzbMath1342.60030OpenAlexW1985734564MaRDI QIDQ270219

Anders Martin-Löf, Allan Gut

Publication date: 7 April 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-014-0563-y

zbMATH Keywords

trimmed sumsconvergence along subsequencesdistrubutional limit theoremSt. Petersburg game

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items

Tail probabilities of St. Petersburg sums, trimmed sums, and their limit ⋮ A note on the asymptotics of the maxima for the St. Petersburg game ⋮ Darling-Kac theorem for renewal shifts in the absence of regular variation ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ An asymmetric St. Petersburg game with trimming ⋮ Extreme-trimmed St. Petersburg games

Cites Work

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• A limit theorem which clarifies the ‘Petersburg Paradox'
• Note on the Law of Large Numbers and "Fair" Games
• Probability: A Graduate Course